| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,724.65 |
1,743.48 |
18.83 |
1.1% |
1,711.47 |
| High |
1,743.15 |
1,749.58 |
6.43 |
0.4% |
1,760.96 |
| Low |
1,711.28 |
1,737.04 |
25.76 |
1.5% |
1,710.97 |
| Close |
1,743.15 |
1,744.87 |
1.72 |
0.1% |
1,744.74 |
| Range |
31.87 |
12.54 |
-19.33 |
-60.7% |
49.99 |
| ATR |
26.74 |
25.73 |
-1.01 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,781.45 |
1,775.70 |
1,751.77 |
|
| R3 |
1,768.91 |
1,763.16 |
1,748.32 |
|
| R2 |
1,756.37 |
1,756.37 |
1,747.17 |
|
| R1 |
1,750.62 |
1,750.62 |
1,746.02 |
1,753.50 |
| PP |
1,743.83 |
1,743.83 |
1,743.83 |
1,745.27 |
| S1 |
1,738.08 |
1,738.08 |
1,743.72 |
1,740.96 |
| S2 |
1,731.29 |
1,731.29 |
1,742.57 |
|
| S3 |
1,718.75 |
1,725.54 |
1,741.42 |
|
| S4 |
1,706.21 |
1,713.00 |
1,737.97 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,888.86 |
1,866.79 |
1,772.23 |
|
| R3 |
1,838.87 |
1,816.80 |
1,758.49 |
|
| R2 |
1,788.88 |
1,788.88 |
1,753.90 |
|
| R1 |
1,766.81 |
1,766.81 |
1,749.32 |
1,777.85 |
| PP |
1,738.89 |
1,738.89 |
1,738.89 |
1,744.41 |
| S1 |
1,716.82 |
1,716.82 |
1,740.16 |
1,727.86 |
| S2 |
1,688.90 |
1,688.90 |
1,735.58 |
|
| S3 |
1,638.91 |
1,666.83 |
1,730.99 |
|
| S4 |
1,588.92 |
1,616.84 |
1,717.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,760.96 |
1,711.28 |
49.68 |
2.8% |
24.24 |
1.4% |
68% |
False |
False |
|
| 10 |
1,760.96 |
1,710.97 |
49.99 |
2.9% |
22.53 |
1.3% |
68% |
False |
False |
|
| 20 |
1,851.47 |
1,710.97 |
140.50 |
8.1% |
24.52 |
1.4% |
24% |
False |
False |
|
| 40 |
1,851.47 |
1,710.97 |
140.50 |
8.1% |
23.13 |
1.3% |
24% |
False |
False |
|
| 60 |
1,851.47 |
1,710.97 |
140.50 |
8.1% |
22.99 |
1.3% |
24% |
False |
False |
|
| 80 |
1,851.47 |
1,710.97 |
140.50 |
8.1% |
22.62 |
1.3% |
24% |
False |
False |
|
| 100 |
1,851.47 |
1,693.19 |
158.28 |
9.1% |
22.77 |
1.3% |
33% |
False |
False |
|
| 120 |
1,851.47 |
1,615.14 |
236.33 |
13.5% |
22.40 |
1.3% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,802.88 |
|
2.618 |
1,782.41 |
|
1.618 |
1,769.87 |
|
1.000 |
1,762.12 |
|
0.618 |
1,757.33 |
|
HIGH |
1,749.58 |
|
0.618 |
1,744.79 |
|
0.500 |
1,743.31 |
|
0.382 |
1,741.83 |
|
LOW |
1,737.04 |
|
0.618 |
1,729.29 |
|
1.000 |
1,724.50 |
|
1.618 |
1,716.75 |
|
2.618 |
1,704.21 |
|
4.250 |
1,683.75 |
|
|